Hi you need
library(mvtnorm) then a <- rmvnorm(n=10000,mean=c(20,40),sigma=matrix(c(5,0.6*sqrt(50), 0.6*sqrt(50),10),2,2)) will do what you want HTH rksh On 15 Dec 2005, at 15:33, Lisa Wang wrote: > Hello there, > > I would like to simulate X --Normal (20, 5) > Y-- Normal (40, 10) > > and the correlation between X and Y is 0.6. How do I do it in R? > > Thank you very much > > Lisa Wang Msc. > Princess Margaret Hospital > Toronto, Ca > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting- > guide.html -- Robin Hankin Uncertainty Analyst National Oceanography Centre, Southampton European Way, Southampton SO14 3ZH, UK tel 023-8059-7743 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
